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In this paper, the anisotropy-based/ℋ∞ suboptimal filtering problem for linear discrete time-invariant (LDTI) system with nonzero-mean stochastic input is considered. The original problem is reduced to the optimization problem with convex restrictions. The solution is based on the sufficient condition for boundedness of the anisotropic norm.
The paper presents a novel concept of anisotropy-based analysis for descriptor systems with nonzero-mean random input signals. The algorithm for mean anisotropy computation of the Gaussian stationary random sequence with nonzero mean is obtained. The equations for anisotropy norm computation (in the frequency domain) for descriptor systems are developed. Numerical examples are given.
In the created in the 90th the anisotropy-based control theory, the sequence of the Gaussian random vectors with zero mean and certain mean anisotropy level was accepted as input perturbations acting on a linear system. In this paper, the author considers the concept of mean anisotropy of the sequence with nonzero mean and anisotropic norm of the system with given input. The problems of anisotropy-based...
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